Oh yes, it is a lot more difficult with a regular bike. Have you tried a regular bike at all? Are there hills? I mean navigating terrain, knowing the right gears to use, etc. I personally don't think an exercise bike is anything like riding a bike.

In addition to being a cyclist myself, I teach others to ride bicycles. If you have never ridden a bicycle, it is much different than a stationary bicycle because you have to balance. In fact, that is the fundamental skill that you need to start.

If you have ridden (say as a child), it is still much different. At the least, you have to learn to use your gears to negotiate varying terrain. There are many other skills to learn as well -- how to corner, how to steer, how to climb hills and descend them, how to use your gears so as not to ruin your knees, how to set up your bike so it is comfortable, and more.

If you need to learn to ride, I can give you some tips to start. Let me know.